Week 1: April. 10th,11th, 2019

  • Introduction and problem definition
  •     [Lec 1 and 2]
       Homwork 1: April 19, 11:59pm.

    Week 2: April. 16th,18th, 2019

  • Optimality conditions for constrained optimization
  • Optimal control of discrete-time systems and its connection to constrained optimization
  •     [Lec3][Lec4]    Homwork 2: April 28th, 11:59pm.

    Week 3: April. 16th,18th, 2019

  • Optimality conditions for constrained optimization
  • Optimal control of discrete-time systems: minimum energy control; finite time LQR
  • Optimal control of linear discrete-time systems: inequality constrains
  • A brief introduction on MPC
  •     [Lec5][Lec6][Lec7]
       Homwork 3: Monday May 6th, 11:59pm.

    Week 4: April 30th,May 1st,May 2nd, 2019

  • Principle of optimality; Dynamic programing
  • Optimal control of discrete-time systems: minimum energy control; finite time LQR
  • Optimal control of continuous-time systems: calculus of variations
  •     [Lec8][Lec9][Lec10]
       Homwork 4: Thursday May 9th, 11:59pm.

    Week 5: May 7th,May 9th, 2019

  • Principle of optimality; Dynamic programing
  • Introduction to calculus of variations
  • Optimal control for continuous systems
  •     [Lec11][Lec12]
       Homwork 5: May 21st, 11:59pm.

    Week 6: May 14th,May 16th, 2019

  • Optimal control for continuous systems
  • Use of Matlab's 'bvp4c' function to solve optimal control problems
  •     [Lec13][Lec14]
       Homwork 6: May 31st, 11:59pm.


    Weeks 7-10

    For the remaining lectures, please consult your in-class notes and also study chapter 5 of the note here.